BOND & NOTE FUTURES / OPTIONS SYMBOL DIRECTORY

BOND & NOTE FUTURES / OPTIONS SYMBOL DIRECTORY

Symbol    Product                         Exchange

CH        Bond (Canadian - 5yr)           MON

CG        Bond (Canadian - 10yr)          MON

EO        Bond (Dutch)                    EOE

MN        Bond (French - O.A.T.)          MATIF

LJ        Bond (Japanese Govt.)           LIFFE

JB        Bond (Japanese Govt.SIMEX)      CME

SB        Bond (Japanese Govt.)           SIMEX

JT        Bond (Japanese Govt.)           TSE

VJ        Bond (Japanese Govt. - 20yr)    TSE

DO        Bond (Spanish  Govt. - 10yr)    MEFF

DU        Bond (Spanish  GOvt. - 30yr)    MEFF

DV        Bond (Spanish  Govt. -  5yr)    MEFF

IO        Bond (Spanish  10 Yr Euro)      MEFF

IU        Bond (Spanish  30 Yr Euro)      MEFF

IV        Bond (Spanish   5 Yr Euro)      MEFF

LD        Bond (LIBOR 10 Yr DM den.)      LIFFE

LM        Bond (LIBOR 5 Yr DM den.)       LIFFE

LQ        Bond (EURIBOR 5YR EURO den.)    LIFFE

LP        Bond (EURIBOR 10YR EURO den.)   LIFFE

UB        Bond (U.S.)                     LIFFE

VU        Bond (U.S.)                     TSE

AT        Brady Bond - Argentina `FRB'    CME

AR        Brady Bond - Argentina `PAR'    CME

BF        Brady Bond - Brazil `C'         CME

BE        Brady Bond - Brazil `EI'        CME

MZ        Brady Bond - Mexico `PAR'       CME

BD        Bund (German - Medium Term)     DTB

DT        Bund (German)                   DTB

DB        Bund (German)                   LIFFE

DF        Bund (German) Euro                    DTB

DG        BOBL (German) Euro              DTB

DH        Schatz (German) Euro            DTB

DL        BUXL ( German) Euro             DTB

DQ        Pfandbrief (German)             DTB

DR        Pfandbrief (German) Euro        DTB

ZC        CONF (Swiss Long-Term Bond)     SOFFEX

EA        E-Bond                          MATIF

EE        Euro Bund                       LIFFE

EH        Euro Italian Bond (BTP)         LIFFE

MN        Notational Bond                 MATIF

MF        5 YR Bond                       MATIF

MU        Europe All Sovereigns (Euro)    MATIF

EL        Notational Euro Conversion      MATIF

EN        5 Yr Euro Conversion            MATIF

GL        Long Term Gilt                  MATIF

GM        Mediam Term Gilt                MATIF

LF        Gilt (5Yr)                      LIFFE

LG        Gilt (20Yr)                     LIFFE

TS        Mexican Cetes                   CME

BS        Schatz (German)                 DTB

Treasury Bill - 1 Year          CME

TB        Treasury Bill - 13 Week         CME

XT        Treasury Bills                  MACE

XB        Treasury Bond (US 30yr)         MACE

IB        Treasury Bond (US 30yr Indexed) CBT

US        Treasury Bond (US 30yr Price)   CBT

AB        Treasury Bond (Project A)       CBT

ZB        Treasury Bond (15 Yr +)         CFFE

NU        Treasury Note (US 2yr Cash)     CBT

TU        Treasury Note (US 2yr Price)    CBT

AZ        Treasury Note (Project A)       CBT

TW        Treasury Note (US 2yr Yield)    NYCE

ZA        Treasury Note (2 Yr)            CFFE

FN        Treasury Note (2 Yr) Euro       MATIF

FV        Treasury Note (US 5yr Price)    CBT

AF        Treasury Note (Project A)       CBT

FY        Treasury Note (US 5yr Yield)    NYCE

IN        Treasury Note (US 5yr Indexed)  CBT

XV        Treasury Note (US 5yr)          MACE

ZF        Treasury Note (5 yr)            CFFE

XN        Treasury Note (US 10yr)         MACE

II        Treasury Note (US 10yr Indexed) CBT

ME        Treasury Note (US 10yr Price)   CBT

AN        Treasury Note (Project A)       CBT

ZT        Treasury Note (10 Yr)           CFFE

DUTCH FUTURES

EF      TOP5 INDEX

EG      NLG/USD

EI      AEX INDEX

EO      DUTCH GVT BOND

FT      FTSE EUROTOP 100 INDEX

EUROPEAN FUTURES

* = OPTIONABLE

AM          MID-DAX FUTURE

AX          DAX INDEX FUTURE        *

BD          MID TERM BUND           *

BS          SCHATZ FUTURE

CF          COFFEE ROBUSTA          LIFFE  *

DB          GERMAN GVT BUND         LIFFE  *

DD          1 MTH EUROMARK          DTB

DE          3 MTH EUROMARK          DTB

DG          GERMAN DIFF             MEFF

DO          10 YR GVT BOND          MEFF

FRENCH FUTURES

EW      MILLING WHEAT

MF      5 YR GVT BOND

MI      CAC 40 INDEX

MN      NOTIONAL BOND (OAT)

MP      PIBOR

MS      WHITE SUGAR ICUMSA

MU      ECU BOND

PP      POTATO

PX      SUGAR ($)

PY      SUGAR (FFR)

PZ      BOBL